+3,121.8%
MAR vs SM
+281.9%
+2,839.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | +0.2% | -22.3% | +22.5% | +3.8% |
| 30D | +14.0% | -21.4% | +35.4% | +17.7% |
| 3M | +18.1% | +1.4% | +16.8% | +16.7% |
| 6M | +18.6% | +0.1% | +18.5% | +16.4% |
| YTD | +35.3% | +59.0% | -23.7% | +21.7% |
| 1Y | +44.5% | +64.3% | -19.9% | +29.1% |
| 3Y | +120.7% | -13.1% | +133.8% | +112.3% |
| 5Y | +164.1% | -13.9% | +178.0% | +144.0% |
| 10Y | +515.5% | +1.7% | +513.8% | +292.9% |
| All | +3,121.8% | +281.9% | +2,839.9% | +1,366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling